-97.2%
STXS vs VT
+374.2%
-471.4%
-99.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | 0.0% | 0.0% | 0.0% |
| 7D | -4.1% | +0.4% | -4.6% | -4.5% |
| 30D | 0.0% | +1.0% | -1.0% | -1.0% |
| 3M | -26.1% | +2.4% | -28.4% | -27.6% |
| 6M | -36.8% | +12.0% | -48.8% | -43.3% |
| YTD | -39.6% | +15.3% | -54.9% | -47.3% |
| 1Y | -49.6% | +22.6% | -72.2% | -58.5% |
| 3Y | -23.6% | +74.7% | -98.3% | -55.5% |
| 5Y | -79.6% | +66.1% | -145.7% | -87.2% |
| 10Y | +107.5% | +225.0% | -117.5% | -30.5% |
| All | -97.2% | +374.2% | -471.4% | -99.4% |
Cumulative growth
Daily Returns
Daily percentage return beside VT.
Daily Out/Under-Performance
Portfolio return minus VT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VT return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded VT wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling